Code and Data Sample for JFE Article "The Jump Leverage Risk Premium"
Published: 26 September 2023| Version 2 | DOI: 10.17632/hgxc3rbzvm.2
Contributor:
viktor todorovDescription
This replication package includes data and code for generating key measures, Tables and Figures in the paper "The Jump Leverage Risk Premium".
Files
Steps to reproduce
please refer to README.pdf
Categories
Finance